Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47534.91 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46139.99 Kr¶

PnL: ---------------------------------------> -748.58 Kr¶

DD now: ---------------------------------> -2.252 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 09:16:07.205596'

Anic Portfolio¶

Today¶

Return: 0.467 %¶

This Week¶

Return: 0.003 %¶

Total¶

Return: 55.617 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
Beijer Electronics Group 26 -0.670000 3062.800000 91.800000 3.090000 2971.000006
HEBA B 70 -1.660000 2688.000000 52.000000 1.970000 2636.000010
SAAB B 8 0.020000 3427.200000 50.200000 1.490000 3377.000000
Corem Property Group B 59 1.160000 618.320000 41.320000 7.160000 576.999999
Norva24 Group 16 -0.280000 574.400000 31.400000 5.780000 543.000000
Samhällsbyggnadsbo. i Norden B 20 0.400000 379.700000 24.700000 6.960000 355.000000
AcadeMedia 12 0.080000 579.840000 22.840000 4.100000 557.000004
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Resurs Holding 22 2.100000 588.500000 14.500000 2.530000 573.999998
OEM International B 7 0.650000 539.700000 11.700000 2.220000 527.999997
HMS Networks 2 -0.930000 680.000000 7.000000 1.040000 673.000000
Swedbank A 3 1.390000 570.750000 6.750000 1.200000 564.000000
Intrum 4 -0.670000 532.600000 5.600000 1.060000 527.000000
Eastnine 4 -2.670000 496.000000 5.000000 1.020000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Boozt 12 1.920000 1656.000000 2.000000 0.120000 1653.999996
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Coor Service Management Hold. 8 0.380000 532.000000 0.000000 0.000000 532.000000
Essity B 2 0.350000 573.200000 -0.800000 -0.140000 574.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 0.560000 543.250000 -2.750000 -0.500000 546.000000
Nordea Bank Abp 29 0.880000 3451.000000 -3.000000 -0.090000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 0.000000 242.160000 -3.840000 -1.560000 246.000000
Securitas B 6 0.130000 564.480000 -5.520000 -0.970000 570.000000
CTEK 13 0.700000 521.040000 -12.960000 -2.430000 533.999999
Sampo Oyj SDB 7 1.290000 3836.000000 -14.000000 -0.360000 3850.000000
Karnov Group 9 0.350000 519.300000 -16.700000 -3.120000 536.000004
Midsona B 63 1.950000 558.810000 -24.190000 -4.150000 582.999984
Vivesto 1368 1.960000 569.640000 -43.360000 -7.070000 612.999432
International Petroleum Corp. 5 0.460000 541.000000 -53.570000 -9.010000 594.565215
Axfood 13 0.180000 3647.800000 -108.200000 -2.880000 3756.000001
OX2 18 1.200000 1443.600000 -220.400000 -13.250000 1663.999992
Ovzon 52 3.960000 3005.600000 -356.400000 -10.600000 3361.999992
Fasadgruppen Group 35 0.720000 3437.000000 -374.000000 -9.810000 3810.999990
TOTAL 46139.990000 -748.580000 -2.25166% 46888.564618

Updated:¶

'2023-01-20 09:16:19.494675'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶